AN ANALYSIS OF A STOCHASTIC RESOURCE ALLOCATION MODEL WITH VARIOUS UTILITY FUNCTIONS (Q3824065)
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scientific article; zbMATH DE number 4098993
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| English | AN ANALYSIS OF A STOCHASTIC RESOURCE ALLOCATION MODEL WITH VARIOUS UTILITY FUNCTIONS |
scientific article; zbMATH DE number 4098993 |
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AN ANALYSIS OF A STOCHASTIC RESOURCE ALLOCATION MODEL WITH VARIOUS UTILITY FUNCTIONS (English)
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1989
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stochastic models
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optimal sequential allocation of resources
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martingales
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supermartingale
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convex utility function
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logarithmic utility function
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0.9137794971466064
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0.9110717177391052
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0.7699765563011169
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0.7616105675697327
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